In addition to the Reddit post, he consulted several American friends, all of whom agreed that 'Yankee' is not a slur on the same level that the n-word is.
For a little background, 'Yankee' is a slang term that generally refers to people in the northeastern United States. While it may be associated with American stereotypes, it's more along the lines of calling a Canadian a Canuck, or an English person a limey. Again, in no world is it equivalent to the n-word.
While there's been a push to rename North American professional sports teams with offensive names, no one has tried to rename the New York Yankees.